Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-06-15 0.317988 0.346855 0.378269 0.415190 0.457650 0.505264 0.563134
2025-06-22 0.279645 0.316455 0.358798 0.411705 0.476901 0.555797 0.660383
2025-06-29 0.253458 0.294657 0.344050 0.408745 0.492997 0.601638 0.757046
2025-07-06 0.229720 0.272419 0.325217 0.396916 0.494445 0.626899 0.829052
2025-07-13 0.218109 0.263626 0.321619 0.403241 0.519295 0.685715 0.958335
2025-07-20 0.208125 0.255716 0.317949 0.408361 0.542194 0.744140 1.098636
2025-07-27 0.197142 0.245431 0.309921 0.406094 0.553360 0.785595 1.219418
2025-08-03 0.188943 0.238166 0.305234 0.407811 0.570215 0.837993 1.371935
2025-08-10 0.177305 0.225363 0.291731 0.395003 0.562332 0.847078 1.442624
2025-08-17 0.166246 0.212721 0.277607 0.379997 0.549088 0.844542 1.488375
2025-08-24 0.160203 0.206801 0.272803 0.378925 0.558765 0.884672 1.637482
2025-08-31 0.158047 0.206257 0.275780 0.390242 0.590757 0.971991 1.925745
2025-09-07 0.153537 0.202198 0.273434 0.393095 0.608800 1.036710 2.189251
2025-09-14 0.148068 0.196433 0.268106 0.390505 0.616479 1.081305 2.418132
2025-09-21 0.143061 0.191101 0.263115 0.388038 0.624032 1.127057 2.673822
2025-09-28 0.136562 0.183224 0.253694 0.377186 0.614015 1.130935 2.795319
2025-10-05 0.134153 0.181444 0.253838 0.383105 0.638083 1.220347 3.274293
2025-10-12 0.131655 0.179393 0.253394 0.387876 0.660349 1.310660 3.830823
2025-10-19 0.127956 0.175305 0.249385 0.385783 0.667776 1.364085 4.275645
2025-10-26 0.125197 0.172568 0.247453 0.387380 0.683409 1.443898 4.933396
2025-11-02 0.120099 0.165941 0.238711 0.375498 0.667605 1.430395 5.072833
2025-11-09 0.114886 0.158979 0.229155 0.361558 0.645979 1.396464 5.073913
2025-11-16 0.112282 0.156100 0.226396 0.360562 0.654117 1.454473 5.719397